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conda-forge / packages / r-tmvnsim

Importance sampling from the truncated multivariate normal using the GHK (Geweke-Hajivassiliou-Keane) simulator. Unlike Gibbs sampling which can get stuck in one truncation sub-region depending on initial values, this package allows truncation based on disjoint regions that are created by truncation of absolute values. The GHK algorithm uses simple Cholesky transformation followed by recursive simulation of univariate truncated normals hence there are also no convergence issues. Importance sample is returned along with sampling weights, based on which, one can calculate integrals over truncated regions for multivariate normals.

copied from cf-staging / r-tmvnsim

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Type Size Name Uploaded Downloads Labels
conda 34.1 kB | linux-ppc64le/r-tmvnsim-1.0_2-r44hcbafff3_6.conda  8 months and 17 days ago 127 main
conda 33.8 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43hcbafff3_6.conda  8 months and 17 days ago 116 main
conda 36.9 kB | win-64/r-tmvnsim-1.0_2-r43hb0f4521_6.conda  8 months and 17 days ago 363 main
conda 37.0 kB | win-64/r-tmvnsim-1.0_2-r44hb0f4521_6.conda  8 months and 17 days ago 396 main
conda 32.9 kB | osx-arm64/r-tmvnsim-1.0_2-r44h7807725_6.conda  8 months and 17 days ago 244 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r44h9612530_6.conda  8 months and 17 days ago 351 main
conda 33.0 kB | osx-arm64/r-tmvnsim-1.0_2-r43h7807725_6.conda  8 months and 17 days ago 238 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r44h5b510ea_6.conda  8 months and 17 days ago 151 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r43h5b510ea_6.conda  8 months and 17 days ago 307 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r43h9612530_6.conda  8 months and 17 days ago 433 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43hbcb9c34_6.conda  8 months and 17 days ago 3912 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r44hbcb9c34_6.conda  8 months and 17 days ago 2585 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43ha774786_5.conda  1 year and 9 months ago 129 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42ha774786_5.conda  1 year and 9 months ago 120 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_5.conda  1 year and 9 months ago 2812 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r43h81fe24e_5.conda  1 year and 9 months ago 247 main
conda 32.2 kB | osx-64/r-tmvnsim-1.0_2-r43hfe07776_5.conda  1 year and 9 months ago 474 main
conda 32.8 kB | osx-arm64/r-tmvnsim-1.0_2-r42h81fe24e_5.conda  1 year and 9 months ago 233 main
conda 31.9 kB | osx-64/r-tmvnsim-1.0_2-r42hfe07776_5.conda  1 year and 9 months ago 470 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r42hd5055e1_5.conda  1 year and 9 months ago 147 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r43hd5055e1_5.conda  1 year and 9 months ago 198 main
conda 33.3 kB | linux-64/r-tmvnsim-1.0_2-r42h61816a4_5.conda  1 year and 9 months ago 5164 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43h61816a4_5.conda  1 year and 9 months ago 5698 main
conda 34.4 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42h169bc6f_4.tar.bz2  2 years and 5 months ago 34 main
conda 34.2 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41h169bc6f_4.tar.bz2  2 years and 5 months ago 35 main
conda 38.8 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_4.tar.bz2  2 years and 5 months ago 803 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r42h505ec0b_4.tar.bz2  2 years and 5 months ago 84 main
conda 31.7 kB | osx-64/r-tmvnsim-1.0_2-r42h1e4e481_4.tar.bz2  2 years and 5 months ago 258 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r41h505ec0b_4.tar.bz2  2 years and 5 months ago 90 main
conda 31.5 kB | osx-64/r-tmvnsim-1.0_2-r41h1e4e481_4.tar.bz2  2 years and 5 months ago 289 main
conda 34.2 kB | linux-aarch64/r-tmvnsim-1.0_2-r42h7d6fccf_4.tar.bz2  2 years and 5 months ago 80 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h7d6fccf_4.tar.bz2  2 years and 5 months ago 61 main
conda 32.8 kB | linux-64/r-tmvnsim-1.0_2-r41h8da6f51_4.tar.bz2  2 years and 5 months ago 4783 main
conda 33.0 kB | linux-64/r-tmvnsim-1.0_2-r42h8da6f51_4.tar.bz2  2 years and 5 months ago 5873 main
conda 32.0 kB | osx-arm64/r-tmvnsim-1.0_2-r40h946febc_3.tar.bz2  3 years and 1 month ago 78 main
conda 32.1 kB | osx-arm64/r-tmvnsim-1.0_2-r41h946febc_3.tar.bz2  3 years and 1 month ago 81 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r41h749f5a1_3.tar.bz2  3 years and 9 months ago 665 main
conda 32.8 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h6fc6016_3.tar.bz2  3 years and 9 months ago 76 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41ha9c7abe_3.tar.bz2  3 years and 9 months ago 49 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_3.tar.bz2  3 years and 9 months ago 966 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r40h749f5a1_3.tar.bz2  3 years and 9 months ago 530 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r41h859d828_3.tar.bz2  3 years and 9 months ago 6422 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r36h1a6e9bf_3.tar.bz2  4 years and 2 months ago 425 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r40he816bda_3.tar.bz2  4 years and 2 months ago 1074 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r36he816bda_3.tar.bz2  4 years and 2 months ago 1091 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r36ha9c7abe_3.tar.bz2  4 years and 2 months ago 45 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r40ha9c7abe_3.tar.bz2  4 years and 2 months ago 47 main
conda 33.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r36h6fc6016_3.tar.bz2  4 years and 2 months ago 72 main
conda 31.1 kB | osx-64/r-tmvnsim-1.0_2-r40h1a6e9bf_3.tar.bz2  4 years and 2 months ago 282 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r36h859d828_3.tar.bz2  4 years and 2 months ago 8111 main
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